Key Pages: Home | QwikiWiki | QwikiSyntax | Recent Changes | Page Index | Site Map
Recently Viewed: Home > Index Arbitrage
logo
Index Arbitrage

S & P 500

•Honghui Chen, Gregory Noronha, and Vijay Singal, Index Changes and Losses to Index Fund Investors , Financial Analysts Journal, Vol 62(4), 2006.

•Beneish, Messod D & Whaley, Robert E, 1996. " An Anatomy of the "S&P Game": The Effects of Changing the Rules," Journal of Finance, American Finance Association, vol. 51(5), pages 1909-30, December.

•Honghui Chen & Gregory Noronha & Vijay Singal, 2004. "The Price Response to S&P 500 Index Additions and Deletions: Evidence of Asymmetry and a New Explanation," Journal of Finance, American Finance Association, vol. 59(4), pages 1901-1930, 08.

•Marshall E. Blume, Roger M. Edelen, "S&P 500 Indexers, Tracking Errors, and Liquidity", Journal of Portfolio Management, vol. 30, no. 3 (Spring):37–47, 2004.

Russell 2000

•Biktimirov E, Cowan A, Jordan B, "Do Demand Curves for Small Stocks Slope Down?, Journal of Financial Research, vol. 27, no. 2 (June):161–178, 2004.

•Madhavan, Ananth. 2003. "The Russell Reconstitution Effect." Financial Analysts Journal, vol. 59, no. 4 (July/August):51–64.

•Cai, Jie and Houge, Todd, Long-Term Impact of Russell 2000 Index Rebalancing (September, 23 2008). Financial Analysts Journal, Vol. 64, No. 4, 2008.

Login | Index_Arbitrage mailing list
Powered by QwikiWiki 1.5.3- www.qwikiwiki.com